FTHNX vs. PRSVX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and T. Rowe Price Small-Cap Value Fund (PRSVX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988.
Performance
FTHNX vs. PRSVX - Performance Comparison
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FTHNX vs. PRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
PRSVX T. Rowe Price Small-Cap Value Fund | 0.96% | 21.18% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly lower than PRSVX's 0.96% return. Over the past 10 years, FTHNX has outperformed PRSVX with an annualized return of 12.82%, while PRSVX has yielded a comparatively lower 10.62% annualized return.
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
PRSVX
- 1D
- -0.94%
- 1M
- -6.74%
- YTD
- 0.96%
- 6M
- 15.53%
- 1Y
- 29.66%
- 3Y*
- 15.01%
- 5Y*
- 6.72%
- 10Y*
- 10.62%
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FTHNX vs. PRSVX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than PRSVX's 0.78% expense ratio.
Return for Risk
FTHNX vs. PRSVX — Risk / Return Rank
FTHNX
PRSVX
FTHNX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and T. Rowe Price Small-Cap Value Fund (PRSVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FTHNX | PRSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.29 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.06 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.82 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.16 | 7.58 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTHNX | PRSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.29 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.33 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.63 | -0.03 |
Correlation
The correlation between FTHNX and PRSVX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FTHNX vs. PRSVX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than PRSVX's 22.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
PRSVX T. Rowe Price Small-Cap Value Fund | 22.57% | 22.79% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Drawdowns
FTHNX vs. PRSVX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FTHNX and PRSVX.
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Drawdown Indicators
| FTHNX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -55.37% | +17.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.04% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -28.17% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -40.97% | +3.19% |
Current DrawdownCurrent decline from peak | -9.44% | -8.16% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -7.52% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.66% | -0.49% |
Volatility
FTHNX vs. PRSVX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while T. Rowe Price Small-Cap Value Fund (PRSVX) has a volatility of 6.09%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 6.09% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 15.95% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 23.77% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 20.38% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 21.26% | -1.18% |